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um, I *wish* the short signal I'm sitting on wasn't "wrong", but at the very
least, it was early, by some unknown number of weeks or months (:-)
dave
> "...the theory is that the overall market signal was "wrong"...
>
> imho, overall market signals cannot be "wrong", however individual stocks
> may change character or undergo unexpected changes in price.
>
> h
>
>
> when using an overall market timing signal plus some strategy to pick
> specific stocks, someone on another list proposed that if the overall
> performance of all stocks purchased at that time dropped by some
> amount (10%
> say), the whole basket should be dumped. the theory is that the overall
> market signal was "wrong".
>
> is there any way to backtest this kind of behavior in AB? how can I access
> the value of all stocks currently held?
>
> thanks,
>
> Dave Merrill
>
>
>
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